-90.5%
SNAP vs GSK
+44.4%
-135.0%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.2% | +0.8% |
| 7D | +6.0% | +1.1% | +4.9% | +6.0% |
| 30D | -13.8% | +6.3% | -20.1% | -13.9% |
| 3M | -0.8% | +1.8% | -2.6% | -0.7% |
| 6M | -6.2% | +1.7% | -7.9% | -6.2% |
| YTD | -34.8% | +6.5% | -41.4% | -35.0% |
| 1Y | -38.7% | +9.5% | -48.2% | -38.9% |
| 3Y | -53.5% | +65.3% | -118.8% | -54.9% |
| All | -90.5% | +44.4% | -135.0% | -91.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded GSK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling